PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ONB vs. RF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ONB and RF is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ONB vs. RF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old National Bancorp (ONB) and Regions Financial Corporation (RF). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
669.20%
1,526.30%
ONB
RF

Key characteristics

Sharpe Ratio

ONB:

1.06

RF:

1.17

Sortino Ratio

ONB:

1.82

RF:

1.81

Omega Ratio

ONB:

1.22

RF:

1.23

Calmar Ratio

ONB:

1.80

RF:

1.31

Martin Ratio

ONB:

5.91

RF:

5.65

Ulcer Index

ONB:

5.55%

RF:

5.52%

Daily Std Dev

ONB:

30.95%

RF:

26.55%

Max Drawdown

ONB:

-62.96%

RF:

-92.65%

Current Drawdown

ONB:

-7.01%

RF:

-12.67%

Fundamentals

Market Cap

ONB:

$7.62B

RF:

$22.37B

EPS

ONB:

$1.65

RF:

$1.77

PE Ratio

ONB:

13.55

RF:

13.90

PEG Ratio

ONB:

2.45

RF:

4.61

Total Revenue (TTM)

ONB:

$2.55B

RF:

$7.51B

Gross Profit (TTM)

ONB:

$2.64B

RF:

$8.09B

EBITDA (TTM)

ONB:

$576.80M

RF:

$2.76B

Returns By Period

In the year-to-date period, ONB achieves a 31.22% return, which is significantly higher than RF's 28.38% return. Over the past 10 years, ONB has underperformed RF with an annualized return of 7.23%, while RF has yielded a comparatively higher 12.11% annualized return.


ONB

YTD

31.22%

1M

3.35%

6M

32.21%

1Y

31.61%

5Y*

6.44%

10Y*

7.23%

RF

YTD

28.38%

1M

-8.64%

6M

28.12%

1Y

29.99%

5Y*

11.09%

10Y*

12.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ONB vs. RF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old National Bancorp (ONB) and Regions Financial Corporation (RF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.061.17
The chart of Sortino ratio for ONB, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.821.81
The chart of Omega ratio for ONB, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.23
The chart of Calmar ratio for ONB, currently valued at 1.80, compared to the broader market0.002.004.006.001.801.31
The chart of Martin ratio for ONB, currently valued at 5.91, compared to the broader market-5.000.005.0010.0015.0020.0025.005.915.65
ONB
RF

The current ONB Sharpe Ratio is 1.06, which is comparable to the RF Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ONB and RF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.17
ONB
RF

Dividends

ONB vs. RF - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.60%, less than RF's 4.12% yield.


TTM20232022202120202019201820172016201520142013
ONB
Old National Bancorp
2.60%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%2.60%
RF
Regions Financial Corporation
4.12%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%

Drawdowns

ONB vs. RF - Drawdown Comparison

The maximum ONB drawdown since its inception was -62.96%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for ONB and RF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-12.67%
ONB
RF

Volatility

ONB vs. RF - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 9.29% compared to Regions Financial Corporation (RF) at 7.89%. This indicates that ONB's price experiences larger fluctuations and is considered to be riskier than RF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.29%
7.89%
ONB
RF

Financials

ONB vs. RF - Financials Comparison

This section allows you to compare key financial metrics between Old National Bancorp and Regions Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab